-67.1%
ZM vs PNR
-21.7%
-45.4%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -5.7% | -6.0% | +0.3% | -2.7% |
| 30D | -9.1% | -14.0% | +4.9% | -2.1% |
| 3M | +3.5% | -21.7% | +25.2% | +15.0% |
| 6M | +25.7% | -37.3% | +62.9% | +55.6% |
| YTD | +10.8% | -45.1% | +55.9% | +47.2% |
| 1Y | +12.8% | -49.1% | +61.9% | +56.7% |
| 3Y | +33.1% | -14.8% | +48.0% | +24.8% |
| All | -67.1% | -21.7% | -45.4% | -74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PNR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling